15. 05. 2007 Optimal Adaptive Execution of Portfolio Transactions Julian Lorenz Joint work with Robert Almgren (Banc of America Securities, NY)
Sensitivity Analysis in GEM-SA Jeremy Oakley. Example ForestETP vegetation model – 7 input parameters – 120 model runs Objective: conduct a variance-based.
WP 2000 Improved Identification of Clouds Jane Hurley, Anu Dudhia, Don Grainger University of Oxford.